+345.1%
AVAV vs FIVE
+535.9%
-190.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | +9.9% | -0.5% | +10.4% | +10.2% |
| 30D | -5.4% | +17.4% | -22.8% | -9.4% |
| 3M | -36.5% | +7.0% | -43.6% | -38.0% |
| 6M | -25.3% | +20.5% | -45.7% | -29.6% |
| YTD | -48.6% | +33.1% | -81.7% | -52.9% |
| 1Y | -62.1% | +67.1% | -129.2% | -67.3% |
| 3Y | +2.3% | +41.9% | -39.6% | -13.1% |
| 5Y | +35.4% | +21.1% | +14.3% | +15.6% |
| 10Y | +345.1% | +518.8% | -173.7% | +140.6% |
| All | +345.1% | +535.9% | -190.8% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling